Pages that link to "Item:Q5967093"
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The following pages link to Stochastic differential equations. An introduction with applications. (Q5967093):
Displayed 50 items.
- The coding complexity of diffusion processes under supremum norm distortion (Q927918) (← links)
- The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion (Q927919) (← links)
- Stochastic Hamiltonian dynamical systems (Q931885) (← links)
- On the mixed fractional Brownian motion (Q937469) (← links)
- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability (Q945770) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Convergence in human decision-making dynamics (Q962172) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- Random coefficient differential equation models for bacterial growth (Q969979) (← links)
- Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water (Q970012) (← links)
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
- Global approximate controllability for Schrödinger equation in higher Sobolev norms and applications (Q975295) (← links)
- Complete controllability of impulsive stochastic integro-differential systems (Q976279) (← links)
- From the Anderson model on a strip to the DMPK equation and random matrix theory (Q976846) (← links)
- The differential equation counterpart of an individual-based model for yeast population growth (Q979904) (← links)
- \(\pi \) options (Q981010) (← links)
- Robust fuzzy control for uncertain stochastic time-delay Takagi-Sugeno fuzzy models for achieving passivity (Q983073) (← links)
- The stochastic dynamic exponential and geometric Brownian motion on isolated time scales (Q986012) (← links)
- A stochastic differential game of capitalism (Q990293) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (Q1023375) (← links)
- Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
- On a reaction-diffusion model for calcium dynamics in dendritic spines (Q1026737) (← links)
- New forms of extended Kalman filter via transversal linearization and applications to structural system identification (Q1033537) (← links)
- Stochastic differential equation-based flexible software reliability growth model (Q1036390) (← links)
- Polynomial chaos for simulating random volatilities (Q1037788) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- Death and resurrection of a current by disorder, interaction or periodic driving (Q1615381) (← links)
- Ermakov-Ray-Reid systems with additive noise (Q1618813) (← links)
- A robust nonparametric framework for reconstruction of stochastic differential equation models (Q1619315) (← links)
- A general stochastic model for studying time evolution of transition networks (Q1620063) (← links)
- A Lévy-driven rainfall model with applications to futures pricing (Q1621995) (← links)
- Uncertain dynamics, correlation effects, and robust investment decisions (Q1624002) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Effects of jumps and small noise in high-frequency financial econometrics (Q1627808) (← links)
- Mean square Hyers-Ulam stability of stochastic differential equations driven by Brownian motion (Q1628143) (← links)
- From large deviations to semidistances of transport and mixing: coherence analysis for finite Lagrangian data (Q1631302) (← links)
- A fully stochastic approach to limit theorems for iterates of Bernstein operators (Q1639659) (← links)
- Disturbance attenuation and rejection for stochastic Markovian jump system with partially known transition probabilities (Q1640286) (← links)
- Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (Q1640711) (← links)
- A two-level sparse grid collocation method for semilinear stochastic elliptic equation (Q1642854) (← links)
- A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
- General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173) (← links)